+1,395.9%
IBKR vs PH
+1,918.3%
-522.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -3.8% | -3.1% | -0.7% | -2.2% |
| 30D | -0.3% | -11.8% | +11.5% | +6.6% |
| 3M | +4.8% | +6.9% | -2.1% | +0.6% |
| 6M | +30.8% | -1.3% | +32.1% | +30.4% |
| YTD | +39.5% | +7.0% | +32.5% | +33.2% |
| 1Y | +43.7% | +23.1% | +20.5% | +26.9% |
| 3Y | +284.7% | +135.4% | +149.3% | +140.1% |
| 5Y | +484.9% | +250.3% | +234.6% | +191.8% |
| 10Y | +980.8% | +798.0% | +182.8% | +205.4% |
| All | +1,395.9% | +1,918.3% | -522.4% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling